Occupation times of the Ornstein–Uhlenbeck process: Functional PCA and evidence from electricity prices

✍ Scribed by M. Densing

• Book ID: 119347110
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 377 KB
• Volume: 391
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2012.07.040